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SNOPT, for Sparse Nonlinear OPTimizer, is a software package for solving large-scale nonlinear optimization problems written by Philip Gill, Walter Murray and Michael Saunders. SNOPT is mainly written in Fortran, but interfaces to C, C++, Python and MATLAB are available.
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APOPT is a software package for solving large-scale optimization problems of any of these forms:
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Deterministic global optimization is a branch of numerical optimization which focuses on finding the global solutions of an optimization problem whilst providing theoretical guarantees that the reported solution is indeed the global one, within some predefined tolerance. The term "deterministic global optimization" typically refers to complete or rigorous optimization methods. Rigorous methods converge to the global optimum in finite time. Deterministic global optimization methods are typically used when locating the global solution is a necessity, when it is extremely difficult to find a feasible solution, or simply when the user desires to locate the best possible solution to a problem.
Artelys Knitro is a commercial software package for solving large scale nonlinear mathematical optimization problems.
References
- ↑ Holmström, Kenneth; Quttineh, Nils-Hassan; Edvall, Marcus M. (7 February 2008). An adaptive radial basis algorithm {(ARBF)} for expensive black-box mixed-integer constrained global optimization. Journal of Optimization and Engineering. doi:10.1007/s11081-008-9037-3. ISSN 1389-4420.
- ↑ Kallrath, Josef; Holmström, Kenneth; Edvall, Marcus M. (29 February 2004). Modeling Languages in Mathematical Optimization (Applied Optimization). Springer. ISBN 1-4020-7547-2.
- ↑ Holmström, Kenneth; Edvall, Marcus M.; Göran Anders O. (21 October 2003). "TOMLAB - for Large-Scale Robust Optimization" (PDF). Nordic MATLAB Conference 2003.
{{cite journal}}: Cite journal requires|journal=(help) - ↑ "TOMLAB OPTIMIZATION", TOMOPT Home Page Juli, 2014.
- ↑ Holmström, Kenneth (7 November 2007). An adaptive radial basis algorithm {(ARBF)} for expensive black-box global optimization. Journal of Global Optimization (JOGO). doi:10.1007/s10898-007-9256-8. ISSN 0925-5001.
- ↑ "PROPT - Matlab Optimal Control Software (DAE, ODE)", PROPT Home Page April, 2009.
- ↑ "Matlab Automatic Differentiation (MAD) - matlabAD", MAD Home Page June, 2008.